Deviation frequencies of Brownian path property approximations
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Publication:6425845
arXiv2302.04115MaRDI QIDQ6425845FDOQ6425845
Authors: Michael Högele, Alexander Steinicke 
Publication date: 8 February 2023
Abstract: This case study proposes robustness quantifications of many classical sample path properties of Brownian motion in terms of the (mean) deviation frequencies along typical a.s.~approximations. This includes L'evy's construction of Brownian motion, the Kolmogorov-Chentsov (and the Kolmogorov-Totoki) continuity theorem, L'evy's modulus of continuity, the Paley-Wiener-Zygmund theorem, the a.s.~approximation of the quadratic variation as well as the laws of the iterated logarithm by Khinchin, Chung and Strassen, among others.
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